-41.8%
CLF vs BAX
-64.2%
+22.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +10.4% | +0.1% | +10.3% | +10.4% |
| 30D | +0.6% | +4.1% | -3.5% | -1.4% |
| 3M | +4.1% | -4.5% | +8.7% | +5.0% |
| 6M | +15.1% | +49.2% | -34.1% | -2.7% |
| YTD | -4.7% | +35.2% | -40.0% | -16.9% |
| 1Y | +20.4% | +38.3% | -17.9% | +4.0% |
| 3Y | -23.4% | -19.0% | -4.3% | -23.4% |
| All | -41.8% | -64.2% | +22.5% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling